WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, October 22, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 374,948: 131,934 121,718 43,012 166,347 162,349 341,293 327,079: 33,655 47,869
Old : 322,792: 117,229 115,839 29,891 148,537 139,266 295,657 284,996: 27,135 37,796
Other: 52,156: 24,197 15,371 3,629 17,810 23,083 45,636 42,083: 6,520 10,073
: : :
: : Changes in Commitments from: October 15, 2013 :
: 8,020: 3,417 805 1,427 -1,609 3,103 3,235 5,335: 4,785 2,685
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.2 32.5 11.5 44.4 43.3 91.0 87.2: 9.0 12.8
Old : 100.0: 36.3 35.9 9.3 46.0 43.1 91.6 88.3: 8.4 11.7
Other: 100.0: 46.4 29.5 7.0 34.1 44.3 87.5 80.7: 12.5 19.3
: : :
:# Traders : Number of Traders in Each Category :
All : 382: 112 134 107 66 106 244 296:
Old : 375: 117 131 85 58 98 225 270:
Other: 171: 31 54 26 42 71 90 139:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.3 17.0 28.8 26.3 16.9 16.7 28.0 23.9
Old : 18.9 19.5 31.1 29.6 18.7 19.5 30.9 29.0
Other: 42.0 24.6 52.7 35.6 39.4 24.5 49.0 34.4
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, October 22, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 1,284,218: 354,612 480,407 165,856 616,612 393,704 1,137,080 1,039,967: 147,138 244,251
Old : 1,149,726: 334,626 479,703 132,526 546,698 338,431 1,013,850 950,660: 135,876 199,066
Other: 134,492: 51,745 32,463 1,571 69,914 55,273 123,230 89,307: 11,262 45,185
: : :
: : Changes in Commitments from: October 15, 2013 :
: 46,729: 10,265 7,000 20,228 17,536 11,393 48,029 38,621: -1,300 8,108
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.6 37.4 12.9 48.0 30.7 88.5 81.0: 11.5 19.0
Old : 100.0: 29.1 41.7 11.5 47.6 29.4 88.2 82.7: 11.8 17.3
Other: 100.0: 38.5 24.1 1.2 52.0 41.1 91.6 66.4: 8.4 33.6
: : :
:# Traders : Number of Traders in Each Category :
All : 724: 157 216 173 260 260 531 553:
Old : 722: 165 219 144 256 248 508 531:
Other: 337: 52 68 19 63 174 126 252:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 10.8 11.1 19.7 19.4 10.8 10.4 19.2 17.7
Old : 11.4 10.7 20.7 19.6 11.4 10.0 20.2 18.2
Other: 29.4 22.6 45.3 31.3 29.4 22.4 45.3 31.1
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, October 22, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 10,174: 3,063 718 394 5,020 7,538 8,477 8,650: 1,697 1,524
Old : 10,170: 3,063 718 394 5,018 7,534 8,475 8,646: 1,695 1,524
Other: 4: 0 0 0 2 4 2 4: 2 0
: : :
: : Changes in Commitments from: October 15, 2013 :
: -710: -41 -1,094 230 -453 305 -264 -559: -446 -151
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.1 7.1 3.9 49.3 74.1 83.3 85.0: 16.7 15.0
Old : 100.0: 30.1 7.1 3.9 49.3 74.1 83.3 85.0: 16.7 15.0
Other: 100.0: 0.0 0.0 0.0 50.0 100.0 50.0 100.0: 50.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 16 9 9 11 13 30 28:
Old : 43: 16 9 9 11 13 30 28:
Other: 2: 0 0 0 1 1 1 1:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.2 43.9 68.4 64.5 38.2 32.5 48.5 48.1
Old : 54.3 43.9 68.4 64.5 38.2 32.5 48.5 48.1
Other: 50.0 100.0 50.0 100.0 50.0 100.0 50.0 100.0
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, October 22, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 652,100: 209,830 70,725 88,595 293,262 409,482 591,687 568,802: 60,413 83,298
Old : 604,357: 196,274 74,497 77,194 274,008 377,415 547,476 529,106: 56,881 75,251
Other: 47,743: 24,793 7,465 164 19,254 32,067 44,211 39,696: 3,532 8,047
: : :
: : Changes in Commitments from: October 15, 2013 :
: 10,360: 6,119 3,159 -1,835 1,226 8,561 5,510 9,885: 4,850 475
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.2 10.8 13.6 45.0 62.8 90.7 87.2: 9.3 12.8
Old : 100.0: 32.5 12.3 12.8 45.3 62.4 90.6 87.5: 9.4 12.5
Other: 100.0: 51.9 15.6 0.3 40.3 67.2 92.6 83.1: 7.4 16.9
: : :
:# Traders : Number of Traders in Each Category :
All : 548: 178 137 167 139 193 415 421:
Old : 543: 186 126 159 137 190 406 412:
Other: 218: 34 55 6 35 103 72 162:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 12.0 20.4 20.1 29.6 8.9 15.3 16.1 21.4
Old : 12.8 19.7 21.4 28.1 9.4 15.5 17.0 21.4
Other: 47.9 49.1 62.7 57.3 47.9 49.1 62.7 57.3
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, October 22, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 60,000 POUNDS) :
: : :
All : 322,364: 71,370 79,910 70,850 146,090 130,310 288,310 281,070: 34,054 41,294
Old : 309,980: 71,978 80,278 65,982 139,481 123,825 277,441 270,085: 32,539 39,895
Other: 12,384: 1,939 2,179 2,321 6,609 6,485 10,869 10,985: 1,515 1,399
: : :
: : Changes in Commitments from: October 15, 2013 :
: 16,520: 7,771 -6,188 4,990 4,360 18,101 17,121 16,903: -601 -383
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.1 24.8 22.0 45.3 40.4 89.4 87.2: 10.6 12.8
Old : 100.0: 23.2 25.9 21.3 45.0 39.9 89.5 87.1: 10.5 12.9
Other: 100.0: 15.7 17.6 18.7 53.4 52.4 87.8 88.7: 12.2 11.3
: : :
:# Traders : Number of Traders in Each Category :
All : 299: 71 89 106 82 64 229 223:
Old : 299: 79 89 104 81 63 227 221:
Other: 55: 14 15 12 20 9 40 32:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 10.6 19.5 19.9 28.0 10.1 18.1 19.2 25.0
Old : 10.9 19.7 20.2 27.9 10.4 18.9 19.2 25.8
Other: 36.2 47.1 58.9 68.1 32.0 40.6 53.1 57.3
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, October 22, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 657,904: 76,596 87,323 13,278 418,709 390,641 508,583 491,242: 149,321 166,662
Old : 657,904: 76,596 87,323 13,278 418,709 390,641 508,583 491,242: 149,321 166,662
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 15, 2013 :
: 26,224: 3,026 25,182 6,277 -4,023 832 5,280 32,291: 20,944 -6,067
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.6 13.3 2.0 63.6 59.4 77.3 74.7: 22.7 25.3
Old : 100.0: 11.6 13.3 2.0 63.6 59.4 77.3 74.7: 22.7 25.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 163: 23 44 19 59 73 93 125:
Old : 163: 23 44 19 59 73 93 125:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.8 14.6 35.2 24.7 21.8 12.3 29.0 19.7
Old : 23.8 14.6 35.2 24.7 21.8 12.3 29.0 19.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
Commitments of Traders - Futures Only, October 22, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 411,492: 45,642 37,363 4,221 280,288 288,701 330,151 330,285: 81,341 81,207
Old : 411,492: 45,642 37,363 4,221 280,288 288,701 330,151 330,285: 81,341 81,207
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 15, 2013 :
: 458: 1,655 -2,155 426 -6,663 -8,901 -4,582 -10,630: 5,040 11,088
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.1 9.1 1.0 68.1 70.2 80.2 80.3: 19.8 19.7
Old : 100.0: 11.1 9.1 1.0 68.1 70.2 80.2 80.3: 19.8 19.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 80: 8 9 5 40 47 51 58:
Old : 80: 8 9 5 40 47 51 58:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.4 30.9 43.7 45.1 24.0 30.9 35.6 43.6
Old : 28.4 30.9 43.7 45.1 24.0 30.9 35.6 43.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
Commitments of Traders - Futures Only, October 22, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 29,000 U.S. GALLONS) :
: : :
All : 4,536: 1,500 155 456 2,118 3,638 4,074 4,249: 462 287
Old : 4,536: 1,500 155 456 2,118 3,638 4,074 4,249: 462 287
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 15, 2013 :
: -167: -15 -62 44 -115 -109 -86 -127: -81 -40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.1 3.4 10.1 46.7 80.2 89.8 93.7: 10.2 6.3
Old : 100.0: 33.1 3.4 10.1 46.7 80.2 89.8 93.7: 10.2 6.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 11 4 6 16 18 29 26:
Old : 37: 11 4 6 16 18 29 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.9 56.7 52.9 73.9 29.3 51.9 43.7 59.8
Old : 30.9 56.7 52.9 73.9 29.3 51.9 43.7 59.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
Commitments of Traders - Futures Only, October 22, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TONS) :
: : :
All : 277,326: 90,880 52,562 28,675 108,062 169,679 227,617 250,916: 49,709 26,410
Old : 269,376: 90,729 53,278 26,256 103,915 164,557 220,900 244,091: 48,476 25,285
Other: 7,950: 2,155 1,288 415 4,147 5,122 6,717 6,825: 1,233 1,125
: : :
: : Changes in Commitments from: October 15, 2013 :
: 11,752: 3,979 -1,434 2,983 -178 6,065 6,784 7,614: 4,968 4,138
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.8 19.0 10.3 39.0 61.2 82.1 90.5: 17.9 9.5
Old : 100.0: 33.7 19.8 9.7 38.6 61.1 82.0 90.6: 18.0 9.4
Other: 100.0: 27.1 16.2 5.2 52.2 64.4 84.5 85.8: 15.5 14.2
: : :
:# Traders : Number of Traders in Each Category :
All : 252: 88 58 64 70 72 197 166:
Old : 252: 87 62 62 69 72 194 166:
Other: 46: 14 5 7 20 11 35 22:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 9.0 32.2 16.1 42.7 8.6 29.8 15.5 38.5
Old : 9.2 32.0 16.4 42.9 8.8 30.0 15.8 39.1
Other: 30.1 69.5 51.2 79.4 29.3 65.7 50.5 74.5
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, October 22, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 10,329: 1,154 3,120 459 6,789 5,270 8,402 8,849: 1,927 1,480
Old : 10,327: 1,154 3,121 458 6,789 5,270 8,401 8,849: 1,926 1,478
Other: 2: 1 0 0 0 0 1 0: 1 2
: : :
: : Changes in Commitments from: October 15, 2013 :
: -786: -18 -239 -239 -473 -359 -730 -837: -56 51
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.2 30.2 4.4 65.7 51.0 81.3 85.7: 18.7 14.3
Old : 100.0: 11.2 30.2 4.4 65.7 51.0 81.3 85.7: 18.7 14.3
Other: 100.0: 50.0 0.0 0.0 0.0 0.0 50.0 0.0: 50.0 100.0
: : :
:# Traders : Number of Traders in Each Category :
All : 48: 11 11 7 16 12 32 27:
Old : 48: 11 11 7 16 12 32 27:
Other: 1: 1 0 0 0 0 1 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.2 50.0 58.8 64.2 45.2 46.3 56.4 58.7
Old : 45.2 50.0 58.8 64.2 45.2 46.3 56.4 58.7
Other: 50.0 0.0 50.0 0.0 50.0 0.0 50.0 0.0
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, October 22, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $200,000 FACE VALUE) :
: : :
All : 928,366: 177,857 190,923 7,490 634,773 626,691 820,120 825,104: 108,246 103,262
Old : 928,366: 177,857 190,923 7,490 634,773 626,691 820,120 825,104: 108,246 103,262
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 15, 2013 :
: 1,927: 7,506 -11,703 2,023 -18,167 11,921 -8,638 2,241: 10,565 -314
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.2 20.6 0.8 68.4 67.5 88.3 88.9: 11.7 11.1
Old : 100.0: 19.2 20.6 0.8 68.4 67.5 88.3 88.9: 11.7 11.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 214: 41 38 14 85 99 130 147:
Old : 214: 41 38 14 85 99 130 147:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.5 27.6 37.7 38.0 27.6 27.3 36.5 35.5
Old : 28.5 27.6 37.7 38.0 27.6 27.3 36.5 35.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
Commitments of Traders - Futures Only, October 22, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 2,187,365: 240,098 382,648 44,047 1,617,743 1,345,047 1,901,888 1,771,742: 285,477 415,623
Old : 2,187,365: 240,098 382,648 44,047 1,617,743 1,345,047 1,901,888 1,771,742: 285,477 415,623
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 15, 2013 :
: 108,280: 34,860 77,622 -4,282 35,269 47,644 65,847 120,984: 42,433 -12,704
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.0 17.5 2.0 74.0 61.5 86.9 81.0: 13.1 19.0
Old : 100.0: 11.0 17.5 2.0 74.0 61.5 86.9 81.0: 13.1 19.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 325: 49 77 41 128 149 207 238:
Old : 325: 49 77 41 128 149 207 238:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.7 14.5 45.2 23.0 30.9 9.1 38.1 14.7
Old : 34.7 14.5 45.2 23.0 30.9 9.1 38.1 14.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
Commitments of Traders - Futures Only, October 22, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 1,734,258: 208,682 321,496 19,273 1,284,428 1,099,052 1,512,383 1,439,821: 221,875 294,437
Old : 1,734,258: 208,682 321,496 19,273 1,284,428 1,099,052 1,512,383 1,439,821: 221,875 294,437
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 15, 2013 :
: -11,886: 19,899 4,785 2,395 -43,653 -7,890 -21,359 -710: 9,473 -11,176
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.0 18.5 1.1 74.1 63.4 87.2 83.0: 12.8 17.0
Old : 100.0: 12.0 18.5 1.1 74.1 63.4 87.2 83.0: 12.8 17.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 242: 27 60 14 79 123 116 187:
Old : 242: 27 60 14 79 123 116 187:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.3 18.0 49.8 26.6 34.9 16.6 46.9 25.1
Old : 35.3 18.0 49.8 26.6 34.9 16.6 46.9 25.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
Commitments of Traders - Futures Only, October 22, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $5,000,000) :
: : :
All : 302,330: 15,177 38,849 63,430 199,365 164,267 277,972 266,546: 24,358 35,784
Old : 302,330: 15,177 38,849 63,430 199,365 164,267 277,972 266,546: 24,358 35,784
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 15, 2013 :
: -898: -228 7,943 484 4,519 -4,438 4,775 3,989: -5,673 -4,887
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.0 12.8 21.0 65.9 54.3 91.9 88.2: 8.1 11.8
Old : 100.0: 5.0 12.8 21.0 65.9 54.3 91.9 88.2: 8.1 11.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 65: 7 21 17 32 32 53 56:
Old : 65: 7 21 17 32 32 53 56:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.2 25.9 51.4 41.3 25.6 17.5 33.9 25.0
Old : 38.2 25.9 51.4 41.3 25.6 17.5 33.9 25.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
Commitments of Traders - Futures Only, October 22, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($10 X DJIA INDEX) :
: : :
All : 65,178: 15,413 6,271 2,013 38,312 50,353 55,738 58,637: 9,441 6,541
Old : 65,178: 15,413 6,271 2,013 38,312 50,353 55,738 58,637: 9,441 6,541
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 15, 2013 :
: 3,413: 2,722 -545 243 311 3,119 3,275 2,817: 138 596
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.6 9.6 3.1 58.8 77.3 85.5 90.0: 14.5 10.0
Old : 100.0: 23.6 9.6 3.1 58.8 77.3 85.5 90.0: 14.5 10.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 103: 26 19 7 41 24 71 49:
Old : 103: 26 19 7 41 24 71 49:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.7 38.4 35.5 61.6 17.2 36.9 27.1 56.7
Old : 23.7 38.4 35.5 61.6 17.2 36.9 27.1 56.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
Commitments of Traders - Futures Only, October 22, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($10 X DJIA INDEX) :
: : :
All : 12,597: 4,162 642 0 6,859 11,477 11,021 12,119: 1,576 478
Old : 12,597: 4,162 642 0 6,859 11,477 11,021 12,119: 1,576 478
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 15, 2013 :
: 1,038: -15 -2 0 1,200 999 1,185 997: -147 41
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.0 5.1 0.0 54.4 91.1 87.5 96.2: 12.5 3.8
Old : 100.0: 33.0 5.1 0.0 54.4 91.1 87.5 96.2: 12.5 3.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 7 2 0 5 6 12 8:
Old : 20: 7 2 0 5 6 12 8:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.7 85.4 78.0 96.2 58.7 85.4 78.0 96.2
Old : 58.7 85.4 78.0 96.2 58.7 85.4 78.0 96.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
Commitments of Traders - Futures Only, October 22, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($5 X DJIA INDEX) :
: : :
All : 105,162: 26,095 14,852 432 62,906 77,752 89,433 93,036: 15,729 12,126
Old : 105,162: 26,095 14,852 432 62,906 77,752 89,433 93,036: 15,729 12,126
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 15, 2013 :
: 4,749: 6,067 -492 -108 -1,779 4,240 4,180 3,640: 569 1,109
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.8 14.1 0.4 59.8 73.9 85.0 88.5: 15.0 11.5
Old : 100.0: 24.8 14.1 0.4 59.8 73.9 85.0 88.5: 15.0 11.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 97: 22 22 3 39 21 63 44:
Old : 97: 22 22 3 39 21 63 44:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.9 47.2 39.2 68.2 25.9 46.8 39.2 67.7
Old : 25.9 47.2 39.2 68.2 25.9 46.8 39.2 67.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
Commitments of Traders - Futures Only, October 22, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 X INDEX) :
: : :
All : 6,767: 5,161 5,818 814 743 0 6,718 6,632: 49 135
Old : 6,767: 5,161 5,818 814 743 0 6,718 6,632: 49 135
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 15, 2013 :
: -102: -76 -88 -18 -5 0 -99 -106: -3 4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.3 86.0 12.0 11.0 0.0 99.3 98.0: 0.7 2.0
Old : 100.0: 76.3 86.0 12.0 11.0 0.0 99.3 98.0: 0.7 2.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 14 6 3 3 0 18 8:
Old : 23: 14 6 3 3 0 18 8:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.4 95.1 75.3 98.0 48.9 85.1 68.9 86.0
Old : 52.4 95.1 75.3 98.0 48.9 85.1 68.9 86.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
Commitments of Traders - Futures Only, October 22, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NOTIONAL VALUE OF $100,000) :
: : :
All : 40,091: 1,143 20,003 27 38,880 19,959 40,050 39,989: 41 102
Old : 40,091: 1,143 20,003 27 38,880 19,959 40,050 39,989: 41 102
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 15, 2013 :
: -1,487: -789 131 0 -674 -1,635 -1,463 -1,504: -24 17
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.9 49.9 0.1 97.0 49.8 99.9 99.7: 0.1 0.3
Old : 100.0: 2.9 49.9 0.1 97.0 49.8 99.9 99.7: 0.1 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 2 19 1 10 12 13 31:
Old : 42: 2 19 1 10 12 13 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 94.5 59.1 99.0 81.7 74.4 42.5 76.9 59.5
Old : 94.5 59.1 99.0 81.7 74.4 42.5 76.9 59.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
Commitments of Traders - Futures Only, October 22, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NOTIONAL VALUE OF $100,000) :
: : :
All : 19,406: 193 13,024 83 19,098 6,247 19,374 19,354: 32 52
Old : 19,406: 193 13,024 83 19,098 6,247 19,374 19,354: 32 52
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 15, 2013 :
: 1,822: -569 1,911 83 2,283 -168 1,797 1,826: 25 -4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.0 67.1 0.4 98.4 32.2 99.8 99.7: 0.2 0.3
Old : 100.0: 1.0 67.1 0.4 98.4 32.2 99.8 99.7: 0.2 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 1 13 1 10 9 12 22:
Old : 31: 1 13 1 10 9 12 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 94.1 69.8 98.4 83.4 91.5 69.8 95.8 83.4
Old : 94.1 69.8 98.4 83.4 91.5 69.8 95.8 83.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 1, 2013